Mathematics ListPlot problem

Hello all,
I have a little problem with mathematica...here it is

I have a table of the form {x_i , y_i , color_i}

What I want to do is to plot the coordinates x,y with ListPlot(or anything similar)
and to color every {x,y} point with color_i from the table which is a scale of gray). The problem is that I don't know how to plot each point with a color from my specific list { color_i }